***help! all of these are incorrect!

A 14.55-year maturity zero-coupon bond selling at a yield to maturity of 7% effective annual yield has convexity of 1978 and modified duration of 13.60 years. A 40-year maturity 5% coupon bond making annual coupon payments also selling at a yield to maturity of 7% has nearly identical modified duration 13.96 years- but considerably higher convexity of 338.8 a Suppose the yield to maturity on both bonds increases to 89 What will be the actual percentage capital loss on each bond? What percentage capital loss would be predicted by the duration with convexity rule? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Zero-Coupon Bond Coupon Bond 12.42 Actual loss Predicted loss -12.66 12.66 % % %